Essays about: "Eligio Rendon Castro"

Found 1 essay containing the words Eligio Rendon Castro.

  1. 1. THE EFFECT OF EXCHANGE RATE AND MONETARY POLICY CHANGES ON STOCK RETURNS IN MEXICO AFTER THE TEQUILA CRISIS

    University essay from Lunds universitet/Företagsekonomiska institutionen

    Author : Sidaarth Asok; Eligio Rendon Castro; [2012]
    Keywords : Mexico; Stock Returns; Fixed Exchange Rate Regime; Monetary Tightness; Vector Auto-Regression; Impulse Response; Variance Decomposition; Monetary Aggregates; Difference in Difference Approach; Business and Economics;

    Abstract : Purpose: To address any effect in Mexico´s stock returns due to changes in exchange rate and monetary policy after an economic shock (crisis). Methodology: We used a framework based on the Vector Auto-Regression approach. Additionally, the Difference-in-Difference regression approach was employed in order to briefly generalize our results. READ MORE